Some models are revised for multivariate time series forecasting
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seq2seqNeurIPS 2014Sequence to Sequence Learning with Neural Network -
SQF-RNNAISTAT 2019Probabilistic Forecasting with Spline Quantile Function RNNs -
TFTIJF 2019Temporal Fusion Transformer for Interpretable Multi-horizon Time Series Forecasting (official code) -
PessTFTPessimistic TFT model to forecast extreme events -
DeepARIJF 2020DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks -
MQRNNNeurIPS 2017A Multi-Horizon Quantile Recurrent Forecaster -
AutoformerNeurIPS 2021Autoformer: Decomposition Transformer with Auto-Correlation for Long-Term Series Forecasting (official code) -
NeurIPS 2020Normalizing Kalman Filters for Multivariate Time Series Analysis -
ICML 2020Transformer Hawkes Process (official code) -
ICLR 2021N-BEATS: Neural Bais Expansion Analysis for Interpretable Time Series Forecasting (official code) -
ECMLPKDD 2022U-Net Inspired Transformer Architecture for Far Horizon Time Series Forecasting(official code)
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GP-CopulaNeurIPS 2019High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes -
ProTranNeurIPS 2021Probabilistic Transformer for Time Series Analysis -
ProTran_v2ProTran model which contains known future inputs -
AAAI 2021Temporal Latent Auto-Encoder: A Method for Probabilistic Multivariate Time Series Forecasting -
ICLR 2021Multivariate Probabilistic Time Series Forecasting Via Conditioned Normalizing Flows -
ICML 2021Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting (official code)
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KDD 2022Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting (official code) -
CIKM 2022Adaptive Graph Spatial-Temporal Transformer Network for Traffic Forecasting -
ICLR 2022Learning to Remember Patterns: Pattern Matching Memory Networks for Traffic Forecasting (official code)